-100.0%
SOXS vs STX
+3,412.6%
-3,512.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.7% | -1.8% | -10.9% |
| 7D | -4.7% | -2.3% | -2.5% | -7.7% |
| 30D | +7.7% | -5.5% | +13.2% | +3.9% |
| 3M | -10.2% | -4.3% | -5.9% | +14.8% |
| 6M | -99.2% | +115.6% | -214.8% | -92.2% |
| YTD | -99.5% | +202.2% | -301.7% | -91.4% |
| 1Y | -99.8% | +325.3% | -425.1% | -91.9% |
| 3Y | -100.0% | +1,283.9% | -1,383.9% | -93.4% |
| 5Y | -100.0% | +1,048.3% | -1,148.3% | -98.3% |
| All | -100.0% | +3,412.6% | -3,512.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STX.
Daily Out/Under-Performance
Portfolio return minus STX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded STX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling